Anic Equity¶

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Total return since start: 0.62 %¶

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Equity now: -----------------------------> 49480.01 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43474.64 Kr¶

PnL: ---------------------------------------> -1400.94 Kr¶

DD now: ---------------------------------> -6.853 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-21 15:42:08.171812'

Anic Portfolio¶

Today¶

Return: -0.196 %¶

This Week¶

Return: -2.505 %¶

Total portfolio value¶

Return including deposits: 61.985 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 6.940000 1528.180000 105.180000 7.390000 1423.000014
Nederman Holding 1 -2.370000 206.000000 7.000000 3.520000 199.000000
Hennes & Mauritz B 6 -0.770000 918.000000 6.000000 0.660000 912.000000
Eastnine 6 0.370000 658.800000 1.800000 0.270000 657.000000
BioGaia B 8 2.500000 902.000000 -2.000000 -0.220000 904.000000
ASSA ABLOY B 4 -0.490000 984.000000 -9.000000 -0.910000 993.000000
Profoto Holding 7 -2.150000 572.600000 -9.400000 -1.620000 581.999999
Atrium Ljungberg B 5 0.060000 894.500000 -9.500000 -1.050000 904.000000
AcadeMedia 20 -0.620000 964.000000 -14.000000 -1.430000 978.000000
Biotage 1 -5.140000 134.700000 -14.300000 -9.600000 149.000000
JM 7 -0.740000 933.100000 -16.900000 -1.780000 950.000002
Vitrolife 3 0.180000 658.200000 -18.800000 -2.780000 677.000001
Gränges 10 0.200000 1020.000000 -19.000000 -1.830000 1039.000000
OX2 12 -1.850000 889.800000 -19.200000 -2.110000 909.000000
Creaspac SPAC 40 0.000000 3812.000000 -22.000000 -0.570000 3834.000000
Bufab 3 -0.570000 1053.600000 -22.400000 -2.080000 1076.000001
Latour B 4 -1.890000 832.000000 -24.000000 -2.800000 856.000000
Addnode Group B 7 -0.870000 879.900000 -25.100000 -2.770000 904.999998
Vitec Software Group B 2 -2.440000 1078.000000 -26.000000 -2.360000 1104.000000
Investor B 3 -0.890000 631.950000 -26.050000 -3.960000 657.999999
Sandvik 4 0.100000 819.200000 -28.800000 -3.400000 848.000000
Hoist Finance 36 0.740000 979.200000 -31.800000 -3.150000 1010.999988
Hexatronic Group 15 -0.520000 1039.200000 -31.800000 -2.970000 1071.000000
Sagax B 4 -2.530000 846.000000 -39.000000 -4.410000 885.000000
INVISIO 15 -0.630000 3532.500000 -39.500000 -1.110000 3571.999995
Alimak Group 12 -0.620000 966.000000 -41.000000 -4.070000 1007.000004
SKF B 5 -1.080000 938.250000 -41.750000 -4.260000 980.000000
Sagax A 4 -3.210000 844.000000 -42.000000 -4.740000 886.000000
Byggmax Group 33 -1.200000 924.660000 -42.340000 -4.380000 966.999990
EQT 4 -2.540000 827.600000 -45.400000 -5.200000 873.000000
Catena 2 -0.630000 751.600000 -54.400000 -6.750000 806.000000
Platzer Fastigheter Holding B 12 -1.450000 895.200000 -55.800000 -5.870000 951.000000
Orrön Energy 170 -3.680000 1978.800000 -67.200000 -3.280000 2045.999980
HEXPOL B 8 -6.030000 884.800000 -72.200000 -7.540000 957.000000
Hexagon B 26 -1.650000 3328.000000 -92.000000 -2.690000 3420.000012
VEF 788 -1.220000 1790.340000 -112.660000 -5.920000 1903.000300
Sedana Medical 93 0.510000 2577.960000 -405.620000 -13.600000 2983.577733
TOTAL 43474.640000 -1400.940000 -6.853% 44875.578016

Updated:¶

'2023-06-21 15:42:25.291381'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶